Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

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25.0%50.0%75.0%100.0% · Feb 199419922001200920182026
48 results for time-domain modeling

Improved BER with reduced power in time-domain digital backpropagation.

problem Improving BER performance in time-domain digital backpropagation.
method Jointly optimized and quantized chromatic dispersion filters using machine learning.
result Improved BER performance and power dissipation reductions.

Improves speech separation by integrating time and frequency domains.

problem Speech separation using deep learning techniques.
method Proposes a framework that combines time and frequency domain features, using an embedding network and clustering.
result Obtained state-of-the-art results on WSJ0-2mix dataset.

Wave-U-Net improves audio source separation by modeling phase information.

problem Fixed spectral transformations and high sampling rates limit audio source separation performance.
method Wave-U-Net adapts U-Net to time-domain, using repeated resampling to capture different time scales.
result Wave-U-Net achieves comparable performance to spectrogram-based U-Net on singing voice separation.

Wave-U-Net with MHE regularization improves singing voice separation.

problem Singing voice separation from mixed music recordings.
method Wave-U-Net architecture with MHE regularization applied to 1D filters.
result Adding MHE regularization to the loss function consistently improves singing voice separation.

TTW aligns time-series faster and more accurately than existing methods.

problem Efficiently aligning multiple time-series signals with varying lengths.
method TTW uses a sinc convolutional kernel and gradient-based optimization for linear time and sequence complexity.
result TTW outperforms existing methods in time-series averaging and classification tasks.

A two-layer classifier improves smartphone transportation mode recognition.

problem Improving accuracy of transportation mode classification.
method Two-layer hierarchical classifier combining time and frequency domain features.
result Maximum classification accuracy of 97.02%.

Paper tackles temporal overfitting in wind power curve modeling.

problem Temporal overfitting in wind power curve modeling.
method Proposes a Gaussian process-based method to partition and model time-invariant and time-varying components.
result Significant improvement in predicting responses for different time periods.

HyFAD improves time series imputation by combining time and frequency diffusion.

problem Improve time series imputation by handling frequency-sensitive denoising and balancing global and local dynamics.
method HyFAD is a hybrid time-frequency diffusion model with frequency-aware embedding, built on DDPM paradigm.
result HyFAD achieves state-of-the-art performance in time series imputation.

Asymptotic expansions for call prices and implied volatilities in exponential Lévy models.

problem Developing precise call-price and implied volatility approximations for asset-price models.
method Analyzing the asymptotic behavior of at-the-money call prices and implied volatilities for Lévy-driven asset-price models.
result First-order asymptotic expansions for at-the-money call prices and implied volatilities in exponential Lévy models.

FredNormer improves time series forecasting by adapting to frequency domain patterns.

problem Current normalization methods struggle with non-stationary time series due to their time-domain approach.
method FredNormer analyzes frequency components, adapts weights, and improves robustness.
result FredNormer boosts forecasting accuracy by 33.3% on ETTm2 dataset.

This study proposes an exercise fatigue detection model based on real-time clinical data which includes time domain analysis, frequency domain analysis, detrended fluctuation analysis, approximate entropy, and sample entropy. Furthermore, this study proposed a feature extraction method which is combined with an analyti…

2018-03-07abs ↗pdf ↗

The paper develops methods to reduce deployment risk under dynamic covariate shifts.

problem Reduction of deployment risk under dynamic covariate shifts.
method Time-domain Poincare inequality and Jacobian-velocity theorem to identify and control directional tangent energy.
result Drift-aligned tangent regularization (DTR) reduces risk volatility and directional gain in low-rank drift regimes.

RED detects sleep EEG events using deep neural networks, outperforming previous methods.

problem Manual detection of sleep EEG events is time-consuming and variable.
method Deep Recurrent Neural Networks (RNNs) with convolutional and recurrent components.
result RED outperforms state-of-the-art methods in sleep spindle and K-complex detection.

Unified framework for nuclear reactor perturbation analysis using CNN and LSTM.

problem Monitoring reactor cores for safety and perturbation identification.
method 3D-CNN and LSTM networks for frequency and time domain analysis, respectively.
result High accuracy in recognising perturbation type and precise source localisation in frequency domain.

Motivated by recent advances in the spectral theory of auto-covariance matrices, we are led to revisit a reformulation of Markowitz' mean-variance portfolio optimization approach in the time domain. In its simplest incarnation it applies to a single traded asset and allows to find an optimal trading strategy which - fo…

2015-09-26abs ↗pdf ↗

Paper improves deep learning for solving evolutionary equations with trainable hard constraints.

problem Low computational accuracy of standard PINNs in large temporal domains.
method Sequential learning strategies and trainable influence functions for hard constraints.
result Significantly improved computational accuracy and universality of the method.

This paper proposes a novel multiscale estimator for the integrated volatility of an Ito process, in the presence of market microstructure noise (observation error). The multiscale structure of the observed process is represented frequency-by-frequency and the concept of the multiscale ratio is introduced to quantify t…

2008-03-04abs ↗pdf ↗

We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local XX-Whittle estimators -- as generalizations of their univariate counterparts. As the spectrum-based estimators are dependent on a part of the spectrum taken into consideration …

2014-08-28abs ↗pdf ↗

The task of estimating the fundamental frequency of a monophonic sound recording, also known as pitch tracking, is fundamental to audio processing with multiple applications in speech processing and music information retrieval. To date, the best performing techniques, such as the pYIN algorithm, are based on a combinat…

2018-02-17abs ↗pdf ↗

Tensor neural network improves human pose classification from 3D skeleton data.

problem Efficiently processing spatiotemporal data for human pose classification.
method Proposes a tensor-based neural network with three components: spatiotemporal feature construction, tensor fusion, and tensor-based neural network processing.
result Achieves state-of-the-art performance in human pose classification.

Unified probabilistic models improve audio signal processing efficiency and interpretability.

problem High computational cost and difficulty in interpreting probabilistic models in time-frequency analysis.
method Equivalence to Spectral Mixture Gaussian processes, state space representation, Kalman smoothing, efficient parameter learning.
result Unified models make it easier to interpret and modify model assumptions.

SCL discovers compositional structures in analogical reasoning tasks.

problem Discovering compositional structures in analogical reasoning tasks like Raven's Progressive Matrices.
method Proposes Scattering Compositional Learner (SCL) that composes neural networks in sequence.
result Achieves state-of-the-art performance on RPM datasets with significant improvements.

FreST Loss decorrelates spatio-temporal dependencies in graph signals.

problem Complex spatio-temporal dependencies in graph-structured signals are not well captured by standard forecasting models.
method FreST Loss extends supervision to the joint spatio-temporal spectrum using Joint Fourier Transform (JFT).
result FreST Loss reduces estimation bias and improves forecasting accuracy on real-world datasets.

Estimates time-varying network connections using multi-stage smoothing.

problem Estimating edge probabilities of time-varying networks.
method Multi-stage smoothing: temporal local smoothing followed by node-domain smoothing.
result Captures both smooth temporal evolution and structural patterns in connectivity.

Paper presents a method to extract and interpret knowledge from a spiking neural classifier.

problem Extracting and interpreting knowledge from a spiking neural classifier with time-varying synaptic weights.
method The method involves encoding real-valued input data into spike patterns, training the classifier, and mapping the weighted postsynaptic potential to feature strength functions (FSFs).
result The FSFs represent the extracted knowledge from the classifier and can be used for classification and interpretation.